+743.6%
VLO vs TT
+782.6%
-38.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +0.9% |
| 7D | -6.5% | +1.7% | -8.2% | -7.2% |
| 30D | -17.8% | -11.8% | -5.9% | -13.2% |
| 3M | +19.6% | -12.6% | +32.2% | +26.4% |
| 6M | +49.3% | -9.4% | +58.6% | +53.5% |
| YTD | +122.4% | +8.8% | +113.6% | +104.9% |
| 1Y | +107.4% | -2.5% | +110.0% | +102.0% |
| 3Y | +223.1% | +95.7% | +127.4% | +103.6% |
| 5Y | +432.2% | +135.7% | +296.5% | +184.9% |
| 10Y | +743.6% | +750.6% | -7.0% | +83.5% |
| All | +743.6% | +782.6% | -38.9% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling